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Scalarization allows to solve a multi-objective optimization problem by solving many single-objective sub-problems, uniquely determined by some parameters. In this work, we propose several adaptive strategies to select such parameters in…

Optimization and Control · Mathematics 2022-11-08 Giacomo Borghi

Multi-objective optimization involving Quadratic Unconstrained Binary Optimization (QUBO) problems arises in various domains. A fundamental challenge in this context is the effective balancing of multiple objectives, each potentially…

Machine Learning · Computer Science 2026-03-03 Loong Kuan Lee , Thore Gerlach , Nico Piatkowski

Many sequential decision-making problems need optimization of different objectives which possibly conflict with each other. The conventional way to deal with a multi-task problem is to establish a scalar objective function based on a linear…

Machine Learning · Computer Science 2023-02-28 Mohsen Amidzadeh

We introduce a rich model for multi-objective clustering with lexicographic ordering over objectives and a slack. The slack denotes the allowed multiplicative deviation from the optimal objective value of the higher priority objective to…

Machine Learning · Statistics 2019-03-05 Sainyam Galhotra , Sandhya Saisubramanian , Shlomo Zilberstein

Multi-objective learning under user-specified preference is common in real-world problems such as multi-lingual speech recognition under fairness. In this work, we frame such a problem as a semivectorial bilevel optimization problem, whose…

Optimization and Control · Mathematics 2025-04-07 Lisha Chen , Quan Xiao , Ellen Hidemi Fukuda , Xinyi Chen , Kun Yuan , Tianyi Chen

Computational models are of increasing complexity and their behavior may in particular emerge from the interaction of different parts. Studying such models becomes then more and more difficult and there is a need for methods and tools…

Neural and Evolutionary Computing · Computer Science 2015-07-27 Stéphane Doncieux , Jean Liénard , Benoît Girard , Mohamed Hamdaoui , Joël Chaskalovic

In this paper we propose a linear scalarization proximal point algorithm for solving arbitrary lower semicontinuous quasiconvex multiobjective minimization problems. Under some natural assumptions and using the condition that the proximal…

Strategic classification studies the problem where self-interested individuals or agents manipulate their response to obtain favorable decision outcomes made by classifiers, typically turning to dishonest actions when they are less costly…

Machine Learning · Computer Science 2026-05-07 Ziyuan Huang , Lina Alkarmi , Mingyan Liu

Multi-objective integer or mixed-integer programming problems typically have disconnected feasible domains, making the task of constructing an approximation of the Pareto front challenging. The present paper shows that certain algorithms…

Optimization and Control · Mathematics 2021-05-25 Regina S. Burachik , C. Yalçın Kaya , M. Mustafa Rizvi

Real-world decision and optimization problems, often involve constraints and conflicting criteria. For example, choosing a travel method must balance speed, cost, environmental footprint, and convenience. Similarly, designing an industrial…

Optimization and Control · Mathematics 2025-04-22 Michael Emmerich , André Deutz

Multi-objective learning endeavors to concurrently optimize multiple objectives using a single model, aiming to achieve high and balanced performance across diverse objectives. However, this often entails a more complex optimization…

Machine Learning · Computer Science 2025-05-16 Shijun Li , Hilaf Hasson , Jing Hu , Joydeep Ghosh

Exactly solving multi-objective integer programming (MOIP) problems is often a very time consuming process, especially for large and complex problems. Parallel computing has the potential to significantly reduce the time taken to solve such…

Optimization and Control · Mathematics 2018-11-02 William Pettersson , Melih Ozlen

Many-objective optimisation, a subset of multi-objective optimisation, involves optimisation problems with more than three objectives. As the number of objectives increases, the number of solutions needed to adequately represent the entire…

Artificial Intelligence · Computer Science 2026-04-13 Chao Jiang , Jingyu Huang , Miqing Li

The goal of multi-objective optimisation is to identify a collection of points which describe the best possible trade-offs between the multiple objectives. In order to solve this vector-valued optimisation problem, practitioners often…

Optimization and Control · Mathematics 2025-05-09 Ben Tu , Nikolas Kantas , Robert M. Lee , Behrang Shafei

Optimization problems with more than one objective consist in a very attractive topic for researchers due to its applicability in real-world situations. Over the years, the research effort in the Computational Intelligence field resulted in…

Neural and Evolutionary Computing · Computer Science 2019-01-25 F. B. Lima Neto , I. M. C. Albuquerque , J. B. Monteiro Filho

The goal of multi-objective optimization is to understand optimal trade-offs between competing objective functions by finding the Pareto front, i.e., the set of all Pareto optimal solutions, where no objective can be improved without…

Decision tree optimization is notoriously difficult from a computational perspective but essential for the field of interpretable machine learning. Despite efforts over the past 40 years, only recently have optimization breakthroughs been…

Machine Learning · Computer Science 2022-11-24 Jimmy Lin , Chudi Zhong , Diane Hu , Cynthia Rudin , Margo Seltzer

Multimodal multi-objective problems (MMOPs) commonly arise in real-world problems where distant solutions in decision space correspond to very similar objective values. To obtain all solutions for MMOPs, many multimodal multi-objective…

Neural and Evolutionary Computing · Computer Science 2023-01-31 Wenhua Li , Tao Zhang , Rui Wang , Jing Liang

Autonomous agents are often required to plan under multiple objectives whose preference ordering varies based on context. The agent may encounter multiple contexts during its course of operation, each imposing a distinct lexicographic…

Artificial Intelligence · Computer Science 2025-11-06 Pulkit Rustagi , Yashwanthi Anand , Sandhya Saisubramanian

Optimization problems involving sequential decisions in a stochastic environment were studied in Stochastic Programming (SP), Stochastic Optimal Control (SOC) and Markov Decision Processes (MDP). In this paper we mainly concentrate on SP…

Optimization and Control · Mathematics 2023-03-29 Guanghui Lan , Alexander Shapiro
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